GDYN vs. EPAM
Compare and contrast key facts about Grid Dynamics Holdings, Inc. (GDYN) and EPAM Systems, Inc. (EPAM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GDYN or EPAM.
Key characteristics
| GDYN | EPAM | |
|---|---|---|
| YTD Return | 27.76% | -17.65% |
| 1Y Return | 44.08% | -3.34% |
| 3Y Return (Ann) | -24.52% | -28.23% |
| 5Y Return (Ann) | 9.87% | 3.56% |
| Sharpe Ratio | 1.05 | -0.03 |
| Sortino Ratio | 1.66 | 0.26 |
| Omega Ratio | 1.20 | 1.05 |
| Calmar Ratio | 0.56 | -0.01 |
| Martin Ratio | 2.75 | -0.04 |
| Ulcer Index | 15.88% | 28.42% |
| Daily Std Dev | 41.61% | 43.45% |
| Max Drawdown | -80.77% | -76.27% |
| Current Drawdown | -59.53% | -65.87% |
Fundamentals
| GDYN | EPAM | |
|---|---|---|
| Market Cap | $1.47B | $13.94B |
| EPS | $0.03 | $7.71 |
| PE Ratio | 637.33 | 31.87 |
| Total Revenue (TTM) | $328.36M | $4.64B |
| Gross Profit (TTM) | $118.07M | $1.36B |
| EBITDA (TTM) | $4.77M | $644.96M |
Correlation
The correlation between GDYN and EPAM is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GDYN vs. EPAM - Performance Comparison
In the year-to-date period, GDYN achieves a 27.76% return, which is significantly higher than EPAM's -17.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GDYN vs. EPAM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Grid Dynamics Holdings, Inc. (GDYN) and EPAM Systems, Inc. (EPAM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
GDYN vs. EPAM - Dividend Comparison
Neither GDYN nor EPAM has paid dividends to shareholders.
Drawdowns
GDYN vs. EPAM - Drawdown Comparison
The maximum GDYN drawdown since its inception was -80.77%, which is greater than EPAM's maximum drawdown of -76.27%. Use the drawdown chart below to compare losses from any high point for GDYN and EPAM. For additional features, visit the drawdowns tool.
Volatility
GDYN vs. EPAM - Volatility Comparison
Grid Dynamics Holdings, Inc. (GDYN) and EPAM Systems, Inc. (EPAM) have volatilities of 15.96% and 16.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GDYN vs. EPAM - Financials Comparison
This section allows you to compare key financial metrics between Grid Dynamics Holdings, Inc. and EPAM Systems, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities